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Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

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Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

Persistent link: https://www.econbiz.de/10014337024

Modelling the paradox in stock markets by variance ratio volatility estimator that utilises extreme values of asset prices

Shaik, Muneer; Maheswaran, S. - In: Journal of emerging market finance 15 (2016) 3, pp. 333-361

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Learning and mean reversion in asset returns

Cassano, Mark A. - In: The quarterly review of economics and finance : journal … 39 (1999) 4, pp. 529-545

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Ellis, Craig - 1999

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An empirical investigation of the consumption based capital asset pricing model using a modified variance-ratio test

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A variance ratio related prediction tool with application to the nyse index 1825 - 2002

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Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-à-vis a random walk process for evolution of information

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Testing the asset pricing model of exchange rates with survey data

Naszodi, Anna - 2011

This paper proposes a new test for the asset pricing model of the exchange rate. It examines whether the way market analysts generate their forecasts is closer to the one implied by the asset pricing model, or to any of those implied by some alternative models. The asset pricing model is...

Persistent link: https://www.econbiz.de/10009157618

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Foreign exchange risk premia and goods market frictions

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